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Foreclosure Sales: The Effects of Price Expectations, Volatility and Equity Losses

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  • Seow Ong

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  • Poh Neo
  • Yong Tu
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Abstract

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File URL: http://hdl.handle.net/10.1007/s11146-007-9049-3
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Bibliographic Info

Article provided by Springer in its journal The Journal of Real Estate Finance and Economics.

Volume (Year): 36 (2008)
Issue (Month): 3 (April)
Pages: 265-287

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Handle: RePEc:kap:jrefec:v:36:y:2008:i:3:p:265-287

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Web page: http://www.springerlink.com/link.asp?id=102945

Related research

Keywords: Foreclosure; Recourse mortgages; Equity loss; Lender behavior;

References

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  1. S. Michael Giliberto & Arthur L. Houston, 1989. "Relocation Opportunities and Mortgage Default," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 17(1), pages 55-69.
  2. Clapp, John M & Rodriguez, Mauricio, 1999. "Erratum: Spatiotemporal Autoregressive Models of Neighborhood Effects," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 19(1), pages 85, July.
  3. David Genesove & Christopher J. Mayer, 1994. "Equity and Time to Sale in the Real Estate Market," NBER Working Papers 4861, National Bureau of Economic Research, Inc.
  4. David Genesove & Christopher Mayer, 2001. "Loss Aversion And Seller Behavior: Evidence From The Housing Market," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 116(4), pages 1233-1260, November.
  5. Barberis, Nicholas & Thaler, Richard, 2003. "A survey of behavioral finance," Handbook of the Economics of Finance, Elsevier, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 18, pages 1053-1128 Elsevier.
  6. Tversky, Amos & Kahneman, Daniel, 1992. " Advances in Prospect Theory: Cumulative Representation of Uncertainty," Journal of Risk and Uncertainty, Springer, vol. 5(4), pages 297-323, October.
  7. Quigley, John M. & Van Order, Robert, 1991. "Defaults on mortgage obligations and capital requirements for U.S. savings institutions : A policy perspective," Journal of Public Economics, Elsevier, vol. 44(3), pages 353-369, April.
  8. Bing NMI1 Han & Mark Grinblatt, 2001. "The Disposition Effect and Momentum," Yale School of Management Working Papers, Yale School of Management ysm239, Yale School of Management.
  9. Robert J. Shiller & Karl E. Case, 1988. "The Behavior of Home Buyers in Boom and Post-Boom Markets," Cowles Foundation Discussion Papers 890, Cowles Foundation for Research in Economics, Yale University.
  10. Pace, R Kelley, et al, 1998. "Spatiotemporal Autoregressive Models of Neighborhood Effects," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 17(1), pages 15-33, July.
  11. James B. Kau & Taewon Kim, 1994. "Waiting to Default: The Value of Delay," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 22(3), pages 539-551.
  12. Timothy Curry & Joseph Blalock & Rebel Cole, 1991. "Recoveries on Distressed Real Estate and The Relative Efficiency of Public versus Private Management," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(4), pages 495-515.
  13. Anthony Pennington-Cross, 2006. "The Value of Foreclosed Property," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 28(2), pages 193-214.
  14. John M. Clapp & Yongheng Deng & Xudong An, 2006. "Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 34(2), pages 243-273, 06.
  15. Kerry D. Vandell & Thomas Thibodeau, 1985. "Estimation of Mortgage Defaults Using Disaggregate Loan History Data," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 13(3), pages 292-316.
  16. Nathan Berg, 2003. "Hedging housing risk in the new economy: is there a connection, and should firms care?," Global Business and Economics Review, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 5(1), pages 10-36.
  17. Englund, Peter & Ioannides, Yannis M., 1997. "House Price Dynamics: An International Empirical Perspective," Journal of Housing Economics, Elsevier, Elsevier, vol. 6(2), pages 119-136, June.
  18. Hua Sun & Yong Tu & Shi-Ming Yu, 2005. "A Spatio-Temporal Autoregressive Model for Multi-Unit Residential Market Analysis," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 31(2), pages 155-187, September.
  19. Pace, R. Kelley & Barry, Ronald & Gilley, Otis W. & Sirmans, C. F., 2000. "A method for spatial-temporal forecasting with an application to real estate prices," International Journal of Forecasting, Elsevier, Elsevier, vol. 16(2), pages 229-246.
  20. Seow Eng Ong, 2006. "Price Discovery in Real Estate Auctions: The Story of Unsuccessful Attempts," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 28(1), pages 39-60.
  21. Grinblatt, Mark & Han, Bing, 2001. "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management qt6qg5d62p, Anderson Graduate School of Management, UCLA.
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Cited by:
  1. Justin Benefield & Ronald Rutherford & Marcus Allen, 2012. "The Effects of Estate Sales of Residential Real Estate on Price and Marketing Time," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 45(4), pages 965-981, November.
  2. Yong Tu & Seow Ong & Ying Han, 2009. "Turnovers and Housing Price Dynamics: Evidence from Singapore Condominium Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 38(3), pages 254-274, April.

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